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The review of financial studies
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Optimal convergence trade strategies
Liu, Jun
;
Timmermann, Allan
- In:
The review of financial studies
26
(
2013
)
4
,
pp. 1048-1086
Persistent link: https://www.econbiz.de/10009752207
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2
International asset allocation under regime switching, skew and kurtosis preferences
Guidolin, Massimo
;
Timmermann, Allan
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 889-935
Persistent link: https://www.econbiz.de/10003716663
Saved in:
3
Modeling covariance risk in Merton's ICAPM
Rossi, Alberto G.
;
Timmermann, Allan
- In:
The review of financial studies
28
(
2015
)
5
,
pp. 1428-1461
Persistent link: https://www.econbiz.de/10011338198
Saved in:
4
Investor information acquisition and money market fund risk rebalancing during the 2011-2012 Eurozone crisis
Gallagher, Emily A.
;
Schmidt, Lawrence
;
Timmermann, Allan
; …
- In:
The review of financial studies
33
(
2020
)
4
,
pp. 1445-1483
Persistent link: https://www.econbiz.de/10012198385
Saved in:
5
Break risk
Smith, Simon C.
;
Timmermann, Allan
- In:
The review of financial studies
34
(
2021
)
4
,
pp. 2045-2100
Persistent link: https://www.econbiz.de/10012504734
Saved in:
6
Are "market neutral" hedge funds really market neutral?
Patton, Andrew J.
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2495-2530
Persistent link: https://www.econbiz.de/10003866761
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7
Does beta move with news? : firm-specific information flows and learning about profitability
Patton, Andrew J.
;
Verardo, Michela
- In:
The review of financial studies
25
(
2012
)
9
,
pp. 2789-2839
Persistent link: https://www.econbiz.de/10009630188
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8
Risk price variation : the missing half of empirical asset pricing
Patton, Andrew J.
;
Weller, Brian M.
- In:
The review of financial studies
35
(
2022
)
11
,
pp. 5127-5184
Persistent link: https://www.econbiz.de/10013400158
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9
Are "Market Neutral" Hedge Funds Really Market Neutral?
Patton, Andrew J.
- In:
The review of financial studies
22
(
2013
)
7
,
pp. 2495-2494
Persistent link: https://www.econbiz.de/10010114142
Saved in:
10
Does Beta Move with News? Firm-Specific Information Flows and Learning about Profitability
Patton, Andrew J.
;
Verardo, Michela
- In:
The review of financial studies
25
(
2013
)
9
,
pp. 2789-2788
Persistent link: https://www.econbiz.de/10010114251
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